Our process was originally developed to advise on complex multi-asset portfolios containing a broad spread of equity regions and fixed income categories, with or without alternatives. This still forms the core of our work, and we can tailor our process to any client requirements, in any currency.

Our approach aims to deliver the best available return per unit of risk at each stage of the investment cycle. Maximising returns and minimising volatility have equal importance. The approach is also designed to produce shorter and smaller drawdowns, when markets fall.

To illustrate the flexibility of our process we run 10 standard models, whose results we update on a weekly basis. All of them have a 25-year history and most of them have been running live for at least 10 years. All the models shown on this website are long-only and do not use leverage or hedging strategies. To view the performance of these models simply click on the name and the relevant chart will appear.

Please note that these are pro-forma returns, which have been internally estimated and have not been audited or independently verified. They are stated gross, i.e. before transaction costs and any other fees associated with the management or custody of investments. Harlyn’s pro-forma modelled returns are derived from the total returns of the underlying indices and use the index providers’ assumptions regarding the reinvestment of income.

Tips on using the graphs

To change the start and end dates:

• Click on the buttons at the top left for a fixed period ending with the last update.
• Drag the slider handles below the graph to set the series to any length from five weeks to the full data series.
• Combine the two methods above by picking a fixed period and then dragging the slider by its bottom bar – this will show performance on a rolling basis over your chosen period.
• Input dates in format YYYY-MM-DD in the date range boxes.
• Simply click and drag across the graph area.

By clicking the series line in the legend, you can turn that series on and off – for example if you wish to see only the relative performance line. The y-axis scale will adjust automatically.

Graphical data will automatically rebase at the start of the selected period, though the values seen if you hover over the performance graph are those, from the start of the data series, starting at an index base of 100.